After a brief (July 7-10, 1965) return to the US for a mixing session at RCA Studios, Hollywood, the Rolling Stones continued their touring scheme with a UK mini-tour (July 16-August 1). After the tour Mick Jagger, Bill Wyman and Ian Stewart participated in recording sessions with Eric Clapton, Jimmy Page and Chris Winters, although it's still pretty unclear when things exactly happened. Before you read on, look here for an earlier post (and comment!) on the topic.
This is how the story's told in "Strange Brew", a great book on Eric Clapton and the British blues boom:
Following a John Mayall's Bluesbreakers gig on August 18, Eric Clapton and Jimmy Page returned to Jimmy's home on Miles Road, Epsom, Surrey, where they taped extensive two-guitar blues jams. The tapes ended up in the possession of Andrew Oldham's Immediate Records, who persuaded Jimmy Page to edit and overdub backings - presumably some time at the end of 1965 - and released them in 1968 over three albums in the Blues Anytime series.
By then featuring Mick Jagger (playing the harp and credited as Knocker), Bill Wyman (bass), Ian Stewart (piano), and Chris Winters (drums), the edited tracks were given appropriate titles: 'Choker', 'West Coast Idea' (with Page's original contribution mixed out), and 'Snake Drive'. Three instrumentals, 'Freight Loader', 'Miles Road', and 'Tribute To Elmore James', are retained in their original state as genuine guitar duets between Clapton and Page.
Adapted from the following source: Christopher Hjort, Strange Brew: Eric Clapton And The Brtish Blues Boom 1965-1970, Jawbone Book, 2007.
Note: both Nico Zentgraf's and Felix Aeppli's Rolling Stones databases contain slightly different information about these sessions, the most important difference being their mentioning of an (officially released!) track called 'Draggin' My Tail', including Stu on piano.